Option Tools contains methods for valuating different types of financial derivatives, such as American, European, and Binary Options (Asset-or-Nothing, Cash-or-Nothing).
To install the package:
pip install optiontoolsValuating a European put option:
>>> from optiontools.options import European
>>> opt = European(So=50, K=52, rf=0.01, sigma=0.15, T=1, option_type='call')
>>> opt.price()
2.349553922014252
>>> opt.delta()
0.4523189078212078
- European (including greeks)
- American
- AssetOrNothing
- CashOrNothing
MIT